Depending on your definition of "damage", definitively:
- CPU - make your CPU usage 100% (or better yet - read the temperature and the max temp CPU withstands, then try to balance just under that), this will definitively shorten the life span of it
- USB drives - you can write on the USB drive a few hundred million times, which will make it unusable (see this: http://www.bress.net/blog/archives/114-How-Long-Does-a-Flash-Drive-Last.html)
- HDD drives - seek, write and read like crazy, if possible by reading the drive geometry and issuing the worst possible commands (i.e. seek to the position which the furthest possible from the current one), that will certainly make it very hot soon and shorten its lifespan
- Monitors - put it to sleep and out of sleep and change resolutions a few hundred thousand times
- GPUs - run 10 instances of Battle Field 3 and then boil eggs
- USB devices - turn power on and off (e.g. to your external USB HDD) in 2s intervals
- Speakers - volume to 100% and then enjoy some of this, this or this (or your favorite) for a couple of weeks :)
Obviously:
- These are extremes
- It depends on the quality of your components
- You will probably notice any of these actions, so they are viable only if you on purpose want to damage your hardware or if you are on vacation while your Internet-accessible web server is being hacked
- Unlikely - while these will probably damage most of the hardware, to make it unusable you need a lot of time
